Alex,

Could you be a bit more specific? there a few packages
involving copulas available ("copulas", for one), and some of those include
pre-programmed models permitting skewness.


best,
Konrad


-- 
"Either fraternity is spontaneous, or it does not exist. To decree it is to
annihilate it. The law can indeed force men to remain just; in vain would it
would try to force them to be self-sacrificing."

Frédéric Bastiat

------------------------------
>
> Message: 2
> Date: Sun, 7 Oct 2007 04:24:24 -0500
> From: "Alexander Moreno" <alexander.f.moreno@gmail.com>
> Subject: [R-SIG-Finance] copula-based higher moment optimization
> To: r-sig-finance@stat.math.ethz.ch
> Message-ID:
>         <3303a4570710070224i4dcdb258yc1700470fec4e67b@mail.gmail.com>
> Content-Type: text/plain
>
> Hi,
>
> Is there any very quick and dirty way to do a copula-based optimization
> incorporating skewness using R packages, i.e. something that's close to
> being automated?  Any help would be appreciated.
>
> Thanks,
> Alex
>
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>
>
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> End of R-SIG-Finance Digest, Vol 41, Issue 5
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